Last price paid | 0.29 | |
Change | -14.71% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -15.52% |
Year to date (YTD) | +20.83% |
1 month | +26.09% |
3 months | -19.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 31.75 |
Premium | 0.02% |
Premium p.a. | 0.21% |
Leverage | 10.31 |
Implied volatility | 0.32 |
ISIN | CH1281035118 |
Symbol | DUFE4Z |
Security | 128103511 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 34.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 2.10% |
Premium p.a. | 21.30% |
Leverage | 14.57 |
Implied volatility | 32.25% |
Moneyness | in-the-money |
Leverage | 10.3051 |
Delta | 0.7072 |
Gamma | 0.0095 |
Theta | -0.0018 |
Rho | 0.0022 |
Vega | 0.0039 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 36.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 87.86 |
SONOVA HLDG N | 296.50 |
ABB Ltd | 48.85 |
Swiss Life Hldg | 623.20 |
Givaudan | 4'217.00 |
Name | Price |
---|---|
Nestlé SA | 93.40 |
SWISSCOM N | 493.80 |
KUEHNE & NAGEL | 243.80 |
Partners Group Ho... | 1'258.50 |
NOVARTIS N | 92.98 |